Abstract: A method for detecting an anomaly in an observed time series of values of a physical quantity representative of the performance of a system, the method being characterised in that it involves implementing, via data-processing means of a server, steps of: (a) determining a residue corresponding to the observed time series from which a predictable portion of the observed time series has been removed; (b) segmenting the residue into a plurality of successive segments minimising a score representative of the intra-segment inhomogeneity; and (c) for at least the most recent segment, statistically analysing the distribution of the values of the residue in the segment so as to conclude whether or not there is an anomaly on the segment.